| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,710.5 |
6,783.5 |
73.0 |
1.1% |
6,708.0 |
| High |
6,808.0 |
6,826.0 |
18.0 |
0.3% |
6,826.0 |
| Low |
6,683.0 |
6,770.5 |
87.5 |
1.3% |
6,640.0 |
| Close |
6,800.5 |
6,804.5 |
4.0 |
0.1% |
6,804.5 |
| Range |
125.0 |
55.5 |
-69.5 |
-55.6% |
186.0 |
| ATR |
73.7 |
72.4 |
-1.3 |
-1.8% |
0.0 |
| Volume |
2,891 |
406 |
-2,485 |
-86.0% |
5,672 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,966.8 |
6,941.2 |
6,835.0 |
|
| R3 |
6,911.3 |
6,885.7 |
6,819.8 |
|
| R2 |
6,855.8 |
6,855.8 |
6,814.7 |
|
| R1 |
6,830.2 |
6,830.2 |
6,809.6 |
6,843.0 |
| PP |
6,800.3 |
6,800.3 |
6,800.3 |
6,806.8 |
| S1 |
6,774.7 |
6,774.7 |
6,799.4 |
6,787.5 |
| S2 |
6,744.8 |
6,744.8 |
6,794.3 |
|
| S3 |
6,689.3 |
6,719.2 |
6,789.2 |
|
| S4 |
6,633.8 |
6,663.7 |
6,774.0 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,314.8 |
7,245.7 |
6,906.8 |
|
| R3 |
7,128.8 |
7,059.7 |
6,855.7 |
|
| R2 |
6,942.8 |
6,942.8 |
6,838.6 |
|
| R1 |
6,873.7 |
6,873.7 |
6,821.6 |
6,908.3 |
| PP |
6,756.8 |
6,756.8 |
6,756.8 |
6,774.1 |
| S1 |
6,687.7 |
6,687.7 |
6,787.5 |
6,722.3 |
| S2 |
6,570.8 |
6,570.8 |
6,770.4 |
|
| S3 |
6,384.8 |
6,501.7 |
6,753.4 |
|
| S4 |
6,198.8 |
6,315.7 |
6,702.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,826.0 |
6,640.0 |
186.0 |
2.7% |
78.2 |
1.1% |
88% |
True |
False |
1,134 |
| 10 |
6,826.0 |
6,640.0 |
186.0 |
2.7% |
68.8 |
1.0% |
88% |
True |
False |
905 |
| 20 |
6,826.0 |
6,584.0 |
242.0 |
3.6% |
62.8 |
0.9% |
91% |
True |
False |
2,364 |
| 40 |
6,826.0 |
6,331.0 |
495.0 |
7.3% |
66.1 |
1.0% |
96% |
True |
False |
2,011 |
| 60 |
6,826.0 |
6,294.0 |
532.0 |
7.8% |
61.2 |
0.9% |
96% |
True |
False |
1,479 |
| 80 |
6,826.0 |
6,020.0 |
806.0 |
11.8% |
58.9 |
0.9% |
97% |
True |
False |
1,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,061.9 |
|
2.618 |
6,971.3 |
|
1.618 |
6,915.8 |
|
1.000 |
6,881.5 |
|
0.618 |
6,860.3 |
|
HIGH |
6,826.0 |
|
0.618 |
6,804.8 |
|
0.500 |
6,798.3 |
|
0.382 |
6,791.7 |
|
LOW |
6,770.5 |
|
0.618 |
6,736.2 |
|
1.000 |
6,715.0 |
|
1.618 |
6,680.7 |
|
2.618 |
6,625.2 |
|
4.250 |
6,534.6 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,802.4 |
6,780.7 |
| PP |
6,800.3 |
6,756.8 |
| S1 |
6,798.3 |
6,733.0 |
|